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9) You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the
9) You have been given the following return information for a mutual fund, the market index, and the risk-free rate.
You also know that the return correlation between the fund and the market is .97. Year Fund Market Risk-Free 2015 14.99 % 27.5 % 1 % 2016 25.1 19.8 5 2017 12.7 10.3 2 2018 6.8 7.6 4 2019 1.38 2.2 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
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